SetStopLoss Causing Strategy to Terminate

[lee612801]

Hi,

I have noticed that my strategies now throw error messages and terminate with the SetStopLoss(CalculationMode.Percent, StopLossPct);. It will throw multiple error messages saying

• "Strategy submitted an order that caused the following error "order rejected", Strategy has send cancel requests, attempted to close the position and terminated itself.",
• and "Strategy submitted a cancellation request for the order ID",
• then ends with "there is no market date available to drive the simulation".

I have been using these strategies for years without issue using the free Kinetick EOD feed. If I remove the SetStopLoss, it does not throw any error messages. I believe this starting occurring after I updated the NT8 version some time back as It seems to dislike the SetStopLoss now. Anyone else having these issues? Is there something else that may be going on here?

Any help or recommendations would be greatly appreciated.

Thank you,
Lee

[NinjaTrader_Jim]

Hello Lee,

Thanks for your post.

Kinetick EOD free provides historical daily data only. It does not provide realtime data. Since you are not receiving realtime data, the order submitted by the strategy cannot be simulated, and we see the rejection error.

When a rejection error is seen, the strategy will abort.

If you just want to test the daily historical data from Kinetick EOD and avoid hitting the error, I suggest testing the strategy in the Strategy Analyzer instead of enabling on the chart or Control Center.

Please let me know if you have any questions.

[lee612801]

Hi Jim,

I guess I'm confused because I have used these strategies for years in the exact same fashion going back to NT7, and never had this issue. It only started last year after an update to NT8. But if there is really nothing I can do but get a real time feed, then I guess I'm stuck.

Regards,
Lee

[NinjaTrader_Jim]

Hello Lee,

You may have been using a realtime data provider when you were testing previously.

You can open NinjaTrader 7, connect to Kinetick EOD Free and try submitting an order on an ES 03-22 chart. You won't be able to submit an order because we aren't receiving realtime data.